+32.1%
SWKS vs FDS
+135.4%
-103.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +2.7% |
| 7D | -6.2% | -0.5% | -5.6% | -6.2% |
| 30D | -1.5% | +20.2% | -21.7% | -9.5% |
| 3M | +23.0% | +19.9% | +3.1% | +11.3% |
| 6M | +27.6% | +56.2% | -28.6% | -2.4% |
| YTD | +32.3% | +14.6% | +17.8% | +17.2% |
| 1Y | +20.1% | +31.6% | -11.5% | -3.1% |
| 3Y | +0.6% | -23.8% | +24.5% | +11.6% |
| 5Y | -42.3% | -22.6% | -19.7% | -37.8% |
| All | +32.1% | +135.4% | -103.2% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling